Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 012 CHF | 67 512 CHF | 99,37% | 99,37% |
19/11/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 133 CHF | 62 633 CHF | 99,23% | 99,23% |
18/11/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 468 CHF | 64 968 CHF | 99,26% | 99,26% |
15/11/2024 | 0,77% | 1,28 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 828 CHF | 65 328 CHF | 99,37% | 99,37% |
14/11/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 887 CHF | 66 387 CHF | 99,35% | 99,35% |
13/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 903 CHF | 66 403 CHF | 99,37% | 99,37% |
12/11/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 445 CHF | 67 945 CHF | 99,07% | 99,07% |
11/11/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 345 CHF | 70 845 CHF | 99,27% | 99,27% |
08/11/2024 | 0,84% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 216 CHF | 59 716 CHF | 99,38% | 99,38% |
07/11/2024 | 0,86% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 174 | 50 174 | 58 520 CHF | 59 022 CHF | 99,25% | 99,25% |